这个答案不对吧？

NO.PZ202106160100000106 问题如下 Baseon the exchange rate mioint in Exhibit 1 anthe rates in Exhibit 3, the 90-y forwarpremium (scount) for the USGwoulclosest to: A.–0.0040. B.–0.0010. C.+0.0010. B is correct.Using covereinterest rate parity, the forwarrate isFf/Sf/1+if[Actual360]1+if[Actual360])F_{f/=S_{f/{(\frac{1+i_f{\lbrack\frac{Actual}{360}\rbrack}}{1+i_f{\lbrack\frac{Actual}{360}\rbrack}})}Ff/=Sf/(1+if​[360Actual​]1+if​[360Actual​]​)=1.2303(1+0.0033[Actual360]1+0.0058[Actual360])=1.2303{(\frac{1+0.0033{\lbrack\frac{Actual}{360}\rbrack}}{1+0.0058{\lbrack\frac{Actual}{360}\rbrack}})}=1.2303(1+0.0058[360Actual​]1+0.0033[360Actual​]​)Because the mestic rate (Libor) is higher ththe non-mestic rate, the forwarrate will less ththe spot, giving a forwarscount ofFf/- Sf/= 1.2295 - 1.2303 = -0.0008考点Interest rate parity解析，根据利率平价理论的公式，我们首先可以求得 USG的远期汇率水平，即Ff/Sf/1+if[Actual360]1+if[Actual360])F_{f/=S_{f/{(\frac{1+i_f{\lbrack\frac{Actual}{360}\rbrack}}{1+i_f{\lbrack\frac{Actual}{360}\rbrack}})}Ff/=Sf/(1+if​[360Actual​]1+if​[360Actual​]​)=1.2303(1+0.0033[Actual360]1+0.0058[Actual360])=1.2303{(\frac{1+0.0033{\lbrack\frac{Actual}{360}\rbrack}}{1+0.0058{\lbrack\frac{Actual}{360}\rbrack}})}=1.2303(1+0.0058[360Actual​]1+0.0033[360Actual​]​)然后我们用远期汇率减去即期汇率直接得到升贴水的情况。Ff/- Sf/= 1.2295 - 1.2303 = -0.0008 S为什么是1.2303？按照mi个价格走么

NO.PZ202106160100000106 问题如下 Baseon the exchange rate mioint in Exhibit 1 anthe rates in Exhibit 3, the 90-y forwarpremium (scount) for the USGwoulclosest to: A.–0.0040. B.–0.0010. C.+0.0010. B is correct.Using covereinterest rate parity, the forwarrate isFf/Sf/1+if[Actual360]1+if[Actual360])F_{f/=S_{f/{(\frac{1+i_f{\lbrack\frac{Actual}{360}\rbrack}}{1+i_f{\lbrack\frac{Actual}{360}\rbrack}})}Ff/=Sf/(1+if​[360Actual​]1+if​[360Actual​]​)=1.2303(1+0.0033[Actual360]1+0.0058[Actual360])=1.2303{(\frac{1+0.0033{\lbrack\frac{Actual}{360}\rbrack}}{1+0.0058{\lbrack\frac{Actual}{360}\rbrack}})}=1.2303(1+0.0058[360Actual​]1+0.0033[360Actual​]​)Because the mestic rate (Libor) is higher ththe non-mestic rate, the forwarrate will less ththe spot, giving a forwarscount ofFf/- Sf/= 1.2295 - 1.2303 = -0.0008考点Interest rate parity解析，根据利率平价理论的公式，我们首先可以求得 USG的远期汇率水平，即Ff/Sf/1+if[Actual360]1+if[Actual360])F_{f/=S_{f/{(\frac{1+i_f{\lbrack\frac{Actual}{360}\rbrack}}{1+i_f{\lbrack\frac{Actual}{360}\rbrack}})}Ff/=Sf/(1+if​[360Actual​]1+if​[360Actual​]​)=1.2303(1+0.0033[Actual360]1+0.0058[Actual360])=1.2303{(\frac{1+0.0033{\lbrack\frac{Actual}{360}\rbrack}}{1+0.0058{\lbrack\frac{Actual}{360}\rbrack}})}=1.2303(1+0.0058[360Actual​]1+0.0033[360Actual​]​)然后我们用远期汇率减去即期汇率直接得到升贴水的情况。Ff/- Sf/= 1.2295 - 1.2303 = -0.0008 我得到的答案是forwarrate=1.2303*（1.0033%/1.0058%）= 1.2272 所以scount= -0.003058我是哪里搞错了吗？